+11,511.2%
LMT vs EOG
+7,424.5%
+4,086.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.5% | -2.0% | +0.5% | -1.2% |
| 30D | -8.2% | +7.9% | -16.1% | -9.3% |
| 3M | +3.7% | +4.5% | -0.8% | +2.8% |
| 6M | -19.2% | +12.3% | -31.5% | -20.9% |
| YTD | +12.9% | +41.9% | -29.0% | +6.5% |
| 1Y | +19.8% | +27.8% | -8.1% | +14.7% |
| 3Y | +37.3% | +21.8% | +15.5% | +31.3% |
| 5Y | +74.4% | +174.0% | -99.6% | +45.4% |
| 10Y | +188.9% | +110.4% | +78.5% | +135.3% |
| All | +11,511.2% | +7,424.5% | +4,086.7% | +5,566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling